EDIT TO IMPROVE CLARITY
Scrum suggests that you split your development into a number of sprints. Each sprint being a fixed duration. At the end of each sprint you ask the client if you should release the software. If they say yes, you perform a Release Sprint, during which you do all the tasks that you woud like to do contineously, but are too expensive, such as external user testing, performance load testing and sign off, burning CDs (if relevent), writing user centered documentation and so on
In my current project we have just performend our first release sprint. We found we lost a lot of the advantages of scrum such as the burndown (as a lot of things were fixing minor tweaks or temporaraly removing security from the site so the load testing could happen), a clear goal as to how much work was to be done next etc. Basically the relase tasks were too close to firefighting to be easaly trackable via normal scrum tools.
What methods have other people used for during a release sprint, and what pitfalls did you find that should be avoided?